Here's some rough definitions to explain the differences.
- PL/SQL - a SQL variation specific to Oracle databases.
- T-SQL (Transact-SQL) - a SQL variation specific to Microsoft (and Sybase) databases.
- Stored Procedure - a set of SQL commands that is precompiled and stored on the server for reuse
- Script - a set of SQL commands that is run ad-hoc (not precompiled / not meant for reuse)
There are more differences between Stored Procedures and Scripts (e.g. sprocs can have parameters, etc.) but that's the fundamental difference.